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subject:"Estimation theory"
~person:"Cai, Zongwu"
~person:"Gouriéroux, Christian"
~subject:"Credit risk"
~subject:"Portfolio-Management"
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Estimation theory
Credit risk
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Estimation
49
Schätzung
49
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32
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
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15
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15
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34
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Cai, Zongwu
Gouriéroux, Christian
Pesaran, M. Hashem
45
Gao, Jiti
41
Linton, Oliver
32
Diebold, Francis X.
30
Kapetanios, George
30
Koopman, Siem Jan
28
Zaremba, Adam
26
Lucas, André
24
Härdle, Wolfgang
21
Marcellino, Massimiliano
20
McAleer, Michael
20
Hsu, Yu-Chin
19
Koop, Gary
19
Winkelmann, Rainer
19
Caporale, Guglielmo Maria
17
Kumbhakar, Subal
17
Lütkepohl, Helmut
17
Chudik, Alexander
16
Lo, Andrew W.
16
Su, Liangjun
16
Tauchen, George Eugene
16
Allen, David E.
15
Baltagi, Badi H.
15
Heckman, James J.
15
Hsiao, Cheng
15
Lechner, Michael
15
Phillips, Peter C. B.
15
Todorov, Viktor
15
Hoderlein, Stefan
14
Kim, Donggyu
14
Memmel, Christoph
14
Nielsen, Morten Ørregaard
14
Pei, Zhuan
14
Boudt, Kris
13
Düllmann, Klaus
13
Escanciano, Juan Carlos
13
Fernández-Villaverde, Jesús
13
Jochmans, Koen
13
Santa-Clara, Pedro
13
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Working papers series in theoretical and applied economics
17
Journal of econometrics
6
Journal of banking & finance
3
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3
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2
L' Actualité économique : revue trimest.
1
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1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
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ECONIS (ZBW)
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1
A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
2
Penalized model averaging for high dimensional quantile regressions
Bao, Haowen
;
Cai, Zongwu
;
Sun, Yuying
-
2023
Persistent link: https://www.econbiz.de/10014280711
Saved in:
3
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
4
Estimating quantile treatment effects for panel data
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Zhan, Mingfeng
-
2022
Persistent link: https://www.econbiz.de/10012888248
Saved in:
5
A new test on asset return predictability with structural breaks
Cai, Zongwu
;
Chang, Seong Yeon
-
2022
Persistent link: https://www.econbiz.de/10012888261
Saved in:
6
Solving the price puzzle via a functional coefficient factor-augmented VAR model
Cai, Zongwu
;
Liu, Xiyuan
-
2021
Persistent link: https://www.econbiz.de/10012602647
Saved in:
7
Semiparametric estimation and model selection for conditional mixture copula models
Liu, Guannan
;
Long, Wei
;
Yang, Bingduo
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425393
Saved in:
8
Testing conditional independence in macroeconomic policy evaluation for time series data
Fang, Ying
;
Lin, Ming
;
Tang, Shengfang
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012663950
Saved in:
9
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
-
2020
Persistent link: https://www.econbiz.de/10012312745
Saved in:
10
Testing financial hierarchy based on a PDQ-CRE model
Cai, Zongwu
;
Shi, Meng
;
Wu, Wuqing
;
Zhao, Yue
-
2020
Persistent link: https://www.econbiz.de/10012312789
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